MACYS Risk Adjusted Performance

55616XAJ6   76.70  7.60  11.00%   
MACYS risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for MACYS RETAIL HLDGS or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
MACYS RETAIL HLDGS has current Risk Adjusted Performance of 0.045.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.045
ER[a] = Expected return on investing in MACYS
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

MACYS Risk Adjusted Performance Peers Comparison

0.00210.045-0.02110.09030.0834100%

MACYS Risk Adjusted Performance Relative To Other Indicators

MACYS RETAIL HLDGS cannot be rated in Risk Adjusted Performance category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  577.10  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for MACYS RETAIL HLDGS is roughly  577.10 
JavaScript chart by amCharts 3.21.15KOJPMRXIJNJGEPG55616XAJ6 0510152025 -0.0500.050.100.15
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